Now that I learning to play the fiddle, I am finding that by having figured out the songs I have on the whistle, it is allowing me to learn the same song on the violin with not too much difficulty. My only difficulty, really, is the fact that I suck right now, because I am a fiddle-n00b. But, I have both instruments out now when I am practicing. If my mind stops and gets confused, I pick the whistle up, play the part, get my notes right, the try it on fiddle again. yay cross-learning!
Interesting. What you’re descibing is just a taste of what playing music is like for someone with good, internalized ear training. Imagine that kind of cross-learning, without the need for a whistle or any physical instrument. Your approach is a good start. Yay! 
We all have a way that works for us. My method is very mechanical, precise and rote. It is part of my geek nature and has worked well for computers.
Not that your method is a bad one but something for you to consider:
Once you do have the tune down on both instruments you should consider revisiting how it is played on both instruments. Each instrument has it’s own unique strengths, struggles and character and should be treated as such. Tunes should be played in a way that they sit well on the instrument being played and make use of the strengths, native ornamentation, etc. for that instrument. Not that there are hard-fast rules on this, just something that will make your playing stand out. As an example, I will sometimes learn a new tune from a fiddle or concertina recording but after I have the notes down I consider things such as whistle ornamentation and weaknesses native to the whistle. For example, if the tune has a C natural or E note that falls on the downbeat (notes that are typically weaker on the whistle) then I will either find a way to punch those notes in with ornamentation, or find a variation that makes the rhythm stronger.
Food for thought
Thats how I work a new instrument in. I took some fingerpicking blues off my guitar and transferred it to ukulele. and people liked it. Now Im trying to take some Irish harmonica & put it on whistle. I am even trying to put some medieval music from a rec#@#@er on to whistle. W/O as much tonguing , hopefully 
Once I have had more experience, I sure will do that. Right now, I am a n00b with both, so my level of ornamentation is minimal. My early plan was to build a basic set I could play from memory, then sit down with a list of ornamentations types for the two instruments and see how stuff sounded.
Last night, I began the process of learning Suo Gan on the fiddle, based on how I play it on the whistle.
Feadog: High D
Clarke Meg: High D
Generation: High D, Bb
my goodness man, you dont have a Mellow Dog in your collection???
you better remedy that 
I am not like all y’all. I don’t need a closet full of whistles.
Or, I am waiting on craigslist for someone local to try and sell of their whistle as some really low price. That Gen Bb at $8 is the most I’ve spent on a single whistle.
whistle collection, me ??
I have only a Mellow Dog, Blackbird, Dixon G and a couple of Clarkes
I tried the fiddle for a while, many moons ago. I was terrible. (OK, I pull the thing out and dust it off every once in a while, and I’m still terrible.) But I have taken some of the tunes I attempted to learn on the fiddle and made them sound half decent on the whistle.